Trading Metrics calculated at close of trading on 21-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
13,302 |
13,348 |
46 |
0.3% |
13,431 |
High |
13,364 |
13,568 |
204 |
1.5% |
13,568 |
Low |
13,233 |
13,337 |
104 |
0.8% |
13,181 |
Close |
13,350 |
13,550 |
200 |
1.5% |
13,550 |
Range |
131 |
231 |
100 |
76.3% |
387 |
ATR |
204 |
206 |
2 |
1.0% |
0 |
Volume |
161,355 |
135,237 |
-26,118 |
-16.2% |
792,665 |
|
Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,178 |
14,095 |
13,677 |
|
R3 |
13,947 |
13,864 |
13,614 |
|
R2 |
13,716 |
13,716 |
13,592 |
|
R1 |
13,633 |
13,633 |
13,571 |
13,675 |
PP |
13,485 |
13,485 |
13,485 |
13,506 |
S1 |
13,402 |
13,402 |
13,529 |
13,444 |
S2 |
13,254 |
13,254 |
13,508 |
|
S3 |
13,023 |
13,171 |
13,487 |
|
S4 |
12,792 |
12,940 |
13,423 |
|
|
Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,594 |
14,459 |
13,763 |
|
R3 |
14,207 |
14,072 |
13,657 |
|
R2 |
13,820 |
13,820 |
13,621 |
|
R1 |
13,685 |
13,685 |
13,586 |
13,753 |
PP |
13,433 |
13,433 |
13,433 |
13,467 |
S1 |
13,298 |
13,298 |
13,515 |
13,366 |
S2 |
13,046 |
13,046 |
13,479 |
|
S3 |
12,659 |
12,911 |
13,444 |
|
S4 |
12,272 |
12,524 |
13,337 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,568 |
13,181 |
387 |
2.9% |
180 |
1.3% |
95% |
True |
False |
158,533 |
10 |
13,879 |
13,181 |
698 |
5.2% |
227 |
1.7% |
53% |
False |
False |
93,225 |
20 |
13,879 |
12,815 |
1,064 |
7.9% |
218 |
1.6% |
69% |
False |
False |
46,911 |
40 |
14,042 |
12,815 |
1,227 |
9.1% |
203 |
1.5% |
60% |
False |
False |
23,500 |
60 |
14,369 |
12,815 |
1,554 |
11.5% |
172 |
1.3% |
47% |
False |
False |
15,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,550 |
2.618 |
14,173 |
1.618 |
13,942 |
1.000 |
13,799 |
0.618 |
13,711 |
HIGH |
13,568 |
0.618 |
13,480 |
0.500 |
13,453 |
0.382 |
13,425 |
LOW |
13,337 |
0.618 |
13,194 |
1.000 |
13,106 |
1.618 |
12,963 |
2.618 |
12,732 |
4.250 |
12,355 |
|
|
Fisher Pivots for day following 21-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
13,518 |
13,500 |
PP |
13,485 |
13,449 |
S1 |
13,453 |
13,399 |
|